Results 41 to 50 of about 63,435 (211)
Exploring the (efficient) frontiers of portfolio optimization [PDF]
Proceedings of the Genetic and Evolutionary Computation Conference Companion, 2017 The cardinality-constrained portfolio optimization problem is NP-hard. Its Pareto front (or the Efficient Frontier - EF) is usually calculated by stochastic algorithms, including EAs. However, in certain cases the EF may be decomposed into a union of sub-EFs.
Matthew J. Craven, David I. Graham
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Portfolio Selection with Housing Market Boom and Bust [PDF]
پژوهشهای اقتصادی, 2011 For the first time, this paper analyzes the portfolio selection theory in the presence of housing market in Iran. One of the important theories about the housing price is household portfolio theory.
Ali Akbar Qolizadeh, Masoud Tahuri Matin
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Portfolio Optimization with Systemic Risk Approach [PDF]
Iranian Journal of FinancePortfolio optimization has always been the main concern of investors. What differentiates different optimization models from each other is the risk measure.
Mohammad Azad +3 more
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Measurement + Control, 2023 One of the main important issues in Data Envelopment Analysis (DEA) is to recognize the set of anchor points which is the subset of the extreme efficient points of the production possibility set (PPS).
Mehdi Khazaeyan +3 more
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Approaches for Efficiently Detecting Frontier Cells in Robotics Exploration
Frontiers in Robotics and AI, 2021 Many robot exploration algorithms that are used to explore office, home, or outdoor environments, rely on the concept of frontier cells. Frontier cells define the border between known and unknown space.
Phillip Quin +4 more
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Frontiers of finance: Evolution and efficient markets [PDF]
Proceedings of the National Academy of Sciences, 1999 In this review article, we explore several recent advances in the quantitative modeling of financial markets. We begin with the Efficient Markets Hypothesis and describe how this controversial idea has stimulated a number of new directions of research, some focusing on more elaborate mathematical models that are capable of rationalizing the ...
Farmer, J, Lo, A
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Frontiers in Public Health, 2022 The outbreak of the COVID-19 pandemic has brought several challenges to China's national health services, causing great risks and uncertainties to people's lives.
Yi Shi +3 more
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Posterior analysis of stochastic frontier models using Gibbs sampling [PDF]
, 1992 In this paper we describe the use of Gibbs sampling methods for making posterior inferences in stochastic frontier models with composed error. We show how the Gibbs sampler can greatly reduce the computational difficulties involved in analyzing such ...
Osiewalski, Jacek +2 more
core
Efficient Retirement Portfolios: Using Life Insurance to Meet Income and Bequest Goals in Retirement
Risks, 2019 Life Insurance Retirement Plans (LIRPs) offer tax-deferred cash value accumulation, tax-free withdrawals (if properly structured), and a tax-free death benefit to beneficiaries.
Fangyuan Dong +3 more
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Evaluating investment decisions based on the business cycle: A South African sector approach
Cogent Economics & Finance, 2020 Sector investing aims to guide investors in identifying undervalued securities. Knowing which sectors flourish at different phases of the business cycle, investment returns may be boosted by increasing holdings in securities from strengthening sectors ...
Johnny Jansen van Rensburg +1 more
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